4. Statistics
  5. Computation

Robert Kohn

Statistics – Computation

Scientist

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Scientist

A copula based approach to adaptive sampling

Statistics – Methodology
Scientific paper

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A flexible observed factor model with separate dynamics for the factor volatilities and their correlation matrix

Statistics – Other Statistics
Scientific paper

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Adaptive Independent Metropolis-Hastings by Fast Estimation of Mixtures of Normals

Statistics – Computation
Scientific paper

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Auxiliary Particle filtering within adaptive Metropolis-Hastings Sampling

Statistics – Methodology
Scientific paper

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Bayesian Covariance Matrix Estimation using a Mixture of Decomposable Graphical Models

Statistics – Methodology
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